Communicating with computers through thought has been a remarkable achievement in recent years. This was made possible by the use of Electroencephalography (EEG). Brain-computer interface (BCI) relies heavily on Electroencephalography (EEG) signals for communication between humans and computers. With the advent ofdeep learning, many studies recently applied these techniques to EEG data to perform various tasks like emotion recognition, motor imagery classification, sleep analysis, and many more. Despite the rise of interest in EEG signal classification, very few studies have explored the MindBigData dataset, which collects EEG signals recorded at the stimulus of seeing a digit and thinking about it. This dataset takes us closer to realizing the idea of mind-reading or communication via thought. Thus classifying these signals into the respective digit that the user thinks about is a challenging task. This serves as a motivation to study this dataset and apply existing deep learning techniques to study it. Given the recent success of transformer architecture in different domains like Computer Vision and Natural language processing, this thesis studies transformer architecture for EEG signal classification. Also, it explores other deep learning techniques for the same. As a result, the proposed classification pipeline achieves comparable performance with the existing methods.